-15.5%
VFC vs BIYA
-99.8%
+84.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.4% |
| 7D | -1.6% | +1.3% | -3.0% | -1.6% |
| 30D | -11.6% | -21.0% | +9.3% | -11.4% |
| 3M | -18.1% | -74.3% | +56.2% | -17.7% |
| 6M | -27.4% | -84.6% | +57.3% | -27.7% |
| YTD | -24.8% | -94.2% | +69.3% | -23.7% |
| 1Y | -8.2% | -98.2% | +90.0% | -1.8% |
| All | -15.5% | -99.8% | +84.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling